+391.7%
APP vs DKS
+99.1%
+292.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.7% | +2.4% |
| 7D | +0.9% | +3.0% | -2.1% | -0.2% |
| 30D | -23.3% | -30.5% | +7.3% | -14.6% |
| 3M | -42.6% | -35.7% | -6.9% | -34.6% |
| 6M | -33.6% | -29.7% | -3.9% | -28.0% |
| YTD | -52.4% | -28.9% | -23.6% | -49.2% |
| 1Y | -35.9% | -35.9% | 0.0% | -28.8% |
| 3Y | +642.2% | +28.2% | +614.1% | +471.2% |
| 5Y | +311.1% | +11.8% | +299.3% | +171.6% |
| All | +391.7% | +99.1% | +292.6% | +228.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DKS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling